Puff Pastry:

Put 1 cup (8 oz) of European-style unsalted butter in the freezer for 3 hours minimum.

Take a large mixing bowl, add in 2 cups of all-purpose flour, 1 tbsp of granulated sugar, and 1/2 tsp of salt. Whisk these dry ingredients together to mix.

Take the frozen butter out of the freezer, and grate the butter into the bowl of dry ingredients. Alternate between grating the butter and mixing the grated butter into the flour mixture, to prevent the grated butter from melting. When all the butter has been grated, toss the mixture with your hands till all the grated butter is coated in flour.

Prep a bowl of ice-water, and drizzle 6 tbsp of ice-water into the flour-butter mixture, and mix it with your hands by squeezing the mixture, till it holds together. If needed, additional ice water, 1 tbsp at a time, up to 8 tbsp total, just until the dough comes together. I usually end up adding 7 tbsp of ice water total.

As soon as the dough comes together, shape it into a square and wrap it in plastic wrap. Refrigerate for 3 hours minimum, up to 24 hours.

Generously flour a flat clean surface, place the dough onto it, and roll the cold dough into a rectangle shape that's about 1/2" thick. Fold the dough into thirds, like you're folding a business letter, rotate the dough 90 degrees so that the next fold will be in the opposite direction.

Repeat the process: roll the dough into a rectangle that's 1/2" thick again. Fold the dough into thirds, rotate the dough by 90 degrees. The dough should get folded like this a total of 6 times. On a hot day, or if you feel the dough is getting too warm, take breaks between the folds and rest the dough in the fridge for 1 hour to let it get cold again.

After the 6th "fold into thirds", flatten the folds together with the rolling pin so that it becomes a cohesive rectangle again. Wrap it tightly in plastic wrap, and let it rest in the fridge overnight to let it get cold again. It will keep in the fridge for up to 24 hours (or in the freezer for 1 month).

Sweet Cream Cheese Filling:

Let 8 oz of cream cheese, 4 tbsp of unsalted butter, and 1 egg come to room temperature.

In the bowl of your stand mixer, add in the 8 oz room temperature cream cheese, the 4 tbsp room temperature unsalted butter, and the 1 room temperature egg, 1/2 cup of powdered sugar, 1/4 tsp salt, and 2 tsp of vanilla extract, and 1/4 tsp finely grated orange zest. With the paddle attachment, mix them together till they are fully combined and the mixture is smooth.

Assembling the Cheese Rolls:

Beat 1 large egg in a small bowl to make an egg wash and set it aside. Prepare 2 large sheet pans (the exact size doesn't matter, but we use 13" x 18" pans) by lining them with parchment paper. Place 2 racks on the upper and lower third positions of your oven, and preheat your oven to 400 F (205 C).

Transfer the sweet cream cheese mixture into a small pastry bag with a large round tip attached. Set this aside at room temperature.

Flour a clean flat surface, place the cold rectangle of puff pastry dough onto it, flour the top surface of the puff pastry, and roll it out into a thin rectangle that is 12" by 24". It should be about 1/8" thick. Then cut it half lengthwise, so that you have 2 long strips that are 6" by 24" each.

One strip of dough at a time, pipe the sweet cream cheese filling about 2 inches (or one-third of the width of the strip) from the left edge of the strip, all the way down the strip. Brush the left edge of the strip with egg wash, and fold over the left side of the dough over the middle onto the right side, and seal the edges by pressing the dough together with your fingers.

Pipe the filling again, this time about 2 inches (or one third of the width of the strip) from the right edge of the strip, all the way down the strip. Brush the right edge of the strip with egg wash, and fold over the right side of the dough over the middle onto the left side, and seal the edges by pressing the dough together with your fingers.

Use a knife to trim the top and bottom ends of the dough diagonally, and then cut it half diagonally (the same diagonal direction as the ends). Then cut these again into thirds diagonally (the same diagonal direction as the ends), making a total of 6 cheese rolls. Transfer these 6 assembled cheese rolls onto the first baking sheet, with the seam-side down, at least 1 inch apart. With your fingers, carefully pinch any visible holes or gaps in the sides of the roll closed, to minimize the cheese filling oozing out during baking.

Repeat steps #5 and #6 with the second strip of dough, so that you end up with 12 cheese rolls. Transfer the next 6 cheese rolls onto the second baking sheet. As before, use your fingers to carefully pinch any visible holes or gaps in the sides of the roll closed, to minimize the cheese filling oozing out during baking.

Brush the top surface of each cheese roll with the egg wash, try not to get egg wash on the sheet pan, or it will burn. Take 2 tbsp of white sparkling sugar or turbinado sugar, and sprinkle one generous pinch on top of each cheese roll.

Bake in the preheated oven at 400 F for 15 to 18 minutes, or until they are golden brown. Let them cool completely and enjoy!